godaddy migration to postfix

I am planning to migrate our email from godaddy to a postfix email server.

One of my requirement is to migrate the existing user to postfix - no problem here.
Second is to migrate the existing mailbox (email stored in godaddy) - this is my problem. I talked to godaddy technical guy and he said that they don't have a facility to download the users mailbox, the only way to get the email is by using a third party email client like outlook, etc, store it on local machine and re-send it to new email server - which is not a good solution.

Is there a way to migrate/pull the entire email and store it to postfix maildir?